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Risk averse decision making under uncertainty in partially observable domains is a fundamental problem in AI and essential for reliable autonomous agents. In our case, the problem is modeled using partially observable Markov decision…

Artificial Intelligence · Computer Science 2024-06-11 Yaacov Pariente , Vadim Indelman

We study discrete-time discounted constrained Markov decision processes (CMDPs) on Borel spaces with unbounded reward functions. In our approach the transition probability functions are weakly or set-wise continuous. The reward functions…

Optimization and Control · Mathematics 2019-03-29 Eugene A. Feinberg , Anna Jaśkiewicz , Andrzej S. Nowak

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

We consider a finite-state partially observable Markov decision problem (POMDP) with an infinite horizon and a discounted cost, and we propose a new method for computing a cost function approximation that is based on features and…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Yuchao Li , Kim Hammar , Dimitri Bertsekas

Partially Observable Markov Decision Processes (POMDPs) provide a rich framework for sequential decision-making under uncertainty in stochastic domains. However, solving a POMDP is often intractable except for small problems due to their…

Artificial Intelligence · Computer Science 2014-01-16 Stéphane Ross , Joelle Pineau , Sébastien Paquet , Brahim Chaib-draa

Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…

Applications · Statistics 2025-12-09 Boyang Xu , Yunyi Kang , Xinyu Zhao , Hao Yan , Feng Ju

We consider multi-dimensional payoff functions in partially observable Markov decision processes. We study the structure of the set of expected payoff vectors of all strategies (policies) and study what kind are needed to achieve a given…

Computer Science and Game Theory · Computer Science 2025-09-30 James C. A. Main , Mickael Randour

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

Probability · Mathematics 2012-01-04 Xianping Guo , Xinyuan Song

We study Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) functions. We consider two different objectives, namely, expectation and satisfaction objectives. Given an MDP with k limit-average functions, in the…

Computer Science and Game Theory · Computer Science 2015-07-01 Tomáš Brázdil , Václav Brožek , Krishnendu Chatterjee , Vojtěch Forejt , Antonín Kučera

Autonomous systems are often required to operate in partially observable environments. They must reliably execute a specified objective even with incomplete information about the state of the environment. We propose a methodology to…

Artificial Intelligence · Computer Science 2020-01-14 Maxime Bouton , Jana Tumova , Mykel J. Kochenderfer

Planning robust executions under uncertainty is a fundamental challenge for building autonomous robots. Partially Observable Markov Decision Processes (POMDPs) provide a standard framework for modeling uncertainty in many applications. In…

Robotics · Computer Science 2018-05-10 Yue Wang , Swarat Chaudhuri , Lydia E. Kavraki

Human preferences are not always represented via complete linear orders: It is natural to employ partially-ordered preferences for expressing incomparable outcomes. In this work, we consider decision-making and probabilistic planning in…

Robotics · Computer Science 2024-10-21 Hazhar Rahmani , Abhishek N. Kulkarni , Jie Fu

Partially-Observable Markov Decision Processes (POMDPs) are a well-known stochastic model for sequential decision making under limited information. We consider the EXPTIME-hard problem of synthesising policies that almost-surely reach some…

Artificial Intelligence · Computer Science 2021-03-22 Sebastian Junges , Nils Jansen , Sanjit A. Seshia

The aim of this paper is to investigate risk-averse and distributionally robust modeling of Stochastic Optimal Control (SOC) and Markov Decision Process (MDP). We discuss construction of conditional nested risk functionals, a particular…

Optimization and Control · Mathematics 2025-05-23 Alexander Shapiro , Yan Li

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…

Machine Learning · Computer Science 2020-06-24 Nevena Lazic , Dong Yin , Mehrdad Farajtabar , Nir Levine , Dilan Gorur , Chris Harris , Dale Schuurmans

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

Partially Observable Markov Decision Processes (POMDP) is a widely used model to represent the interaction of an environment and an agent, under state uncertainty. Since the agent does not observe the environment state, its uncertainty is…

Artificial Intelligence · Computer Science 2021-04-16 Divya Grover , Christos Dimitrakakis

This paper addresses objectives tailored to the risk-averse optimization of accumulated rewards in Markov decision processes (MDPs). The studied objectives require maximizing the expected value of the accumulated rewards minus a penalty…

Logic in Computer Science · Computer Science 2024-07-10 Christel Baier , Jakob Piribauer , Maximilian Starke
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